Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities

DOI10.1007/BF00940815MaRDI QIDQ791285zbMATH OpenFDO

Authors Andrew J. Heunis

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

almost sure convergencecomputer aided designstochastic algorithmfunctional inequalitiesapproximate maximizationprobability tripletuniform scattering of points

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• An outer approximations algorithm for computer-aided design problems
• Design of nonlinear feedback controllers
• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
• On the finite solution of nonlinear inequalities
• Solving nonlinear inequalities in a finite number of iterations

Cited in

(4)

• Random generation of monotonic functions for Monte Carlo solution of qualitative differential equations
• scientific article; zbMATH DE number 4139215 (Why is no real title available?)
• Monte Carlo computation of the mean of a function with convex support
• A stochastic algorithm for optimization problems with continua of inequalities

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